How do I read a fix width format text file in pandas

Question

I just got my hands on pandas and am figuring out how I can read a file. The file is from WRDS database and is the SP500 constituents list all the way back to 1960s. I check

Answer 1

user, if you need to deal with the fixed format right now, you can use something like the following:

def fixed_width_to_items(filename, fields, first_column_is_index=False, ignore_first_rows=0):
    reader = open(filename, 'r')
    # skip first rows 
    for i in xrange(ignore_first_rows):
        reader.next()
    if first_column_is_index:
        index = slice(0, fields[1])
        fields = [slice(*x) for x  in zip(fields[1:-1], fields[2:])]
        return ((line[index], [line[x].strip() for x in fields]) for line in reader)
    else:
        fields = [slice(*x) for x  in zip(fields[:-1], fields[1:])]
        return ((i, [line[x].strip() for x in fields]) for i,line in enumerate(reader)) 

Here's a test program:

import pandas
import numpy
import tempfile

# create a data frame
df = pandas.DataFrame(numpy.random.randn(100, 5))
file_ = tempfile.NamedTemporaryFile(delete=True)
file_.write(df.to_string())
file_.flush()

# specify fields
fields = [0, 3, 12, 22, 32, 42, 52]
df2 = pandas.DataFrame.from_items( fixed_width_to_items(file_.name, fields, first_column_is_index=True, ignore_first_rows=1) ).T

# need to specify the datatypes, otherwise everything is a string
df2 = pandas.DataFrame(df2, dtype=float)
df2.index = [int(x) for x in df2.index]

# check
assert (df - df2).abs().max().max() < 1E-6

This should do the trick if you need it right now, but bear in mind that the function above is very simple, in particular it doesn't do anything about data types.